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http://www.traders.com/Documentation/FEEDbk_docs/Archive/0996/Abstract
s0996/Andersenabst.html
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "dcrotty2003" <dcrotty2003@xxxx>
wrote:
> Hi William,
>
> Thanks.
>
> About Standard Error Bands, does anyone use them in their system?
If
> so, how?
>
> Do you find them any better than Bollinger Bands?
>
> Thanks Dave.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "William Peters"
> <williampeters@xxxx> wrote:
> > The original works correctly it just contain superfluous code
(extra
> > parameter info), here is the correct forumla. Thanks TJ.
> >
> > /* Standard Error Bands */
> > Periods = Param("Standard Error", 18, 1, 100, 1);
> >
> > function SteBand( array, periods, upper )
> > {
> > Lr = LinearReg( array, periods );
> > se = StdErr( array, periods );
> > return LR + IIf( upper, 1, -1 ) * 2 * se;
> > }
> >
> > upperstderrband = SteBand( C, Periods, True );
> > lowerstderrband = SteBand( C, Periods, False );
> > midstderrband = (upperstderrband + lowerstderrband )/2;
> >
> > Plot( Close, "Close", colorBlack, styleCandle );
> > Plot( upperstderrband , "upperstderrband ", colorGreen, 4 );
> > Plot( lowerstderrband , "lowerstderrband ", colorRed, 4 );
> > Plot( midstderrband , "midstderrband ", colorBlack , styleLine);
> >
> > GraphXSpace = 3;
> >
> > Regards,
> > William Peters
> > www.amitools.com
> >
> >
> > -----Original Message-----
> > From: dcrotty2003 [mailto:dcrotty2003@x...]
> > Sent: Saturday December 20, 2003 5:52 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Standard Error bands - Indicator
> >
> >
> > Hi William,
> >
> > Maybe it's just me, but the Param:
> >
> > Periods= Param("Periods", 3, 1, 100, 1);
> >
> > ...doesn't seem to work.
> >
> > Dave.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "William Peters"
> > <williampeters@xxxx> wrote:
> > > Hi,
> > >
> > > Just sharing some code that I originally found on this forum
> > (somewhere) and
> > > was subsequently found to be wrong. Tomasz has made the
> > corrections so here
> > > it is. I've also added it to the AFL library on the AmiBroker
web site.
> > >
> > > /* Standard Error Bands */
> > > Var= Param("Standard Error", 18, 1, 100, 1);
> > > Periods= Param("Periods", 3, 1, 100, 1);
> > >
> > > function SteBand( array, periods, upper )
> > > {
> > > Lr = LinearReg( array, periods );
> > > se = StdErr( array, periods );
> > > return LR + IIf( upper, 1, -1 ) * 2 * se;
> > > }
> > >
> > > upperstderrband = SteBand( C, Var, True );
> > > lowerstderrband = SteBand( C, Var, False );
> > > midstderrband = (upperstderrband + lowerstderrband )/2;
> > >
> > > Plot(upperstderrband ,"upperstderrband ",colorGreen,4);
> > > Plot(Close,"Close",colorBlack,styleCandle);
> > > Plot(lowerstderrband ,"lowerstderrband ",colorRed,4);
> > > Plot(midstderrband ,"midstderrband ",colorBlack ,styleLine);
> > > GraphXSpace = 3;
> > > Regards,
> > > William Peters
> > > www.amitools.com
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